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IHYU.L vs. EUNU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IHYU.L vs. EUNU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD High Yield Corporate Bond UCITS ETF (IHYU.L) and iShares Core Global Aggregate Bond UCITS ETF USD (Dist) (EUNU.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IHYU.L is traded in USD, while EUNU.DE is traded in EUR. To make them comparable, the EUNU.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IHYU.L achieves a 0.95% return, which is significantly higher than EUNU.DE's -1.54% return.


IHYU.L

1D
0.01%
1M
0.04%
YTD
0.95%
6M
1.79%
1Y
6.97%
3Y*
8.28%
5Y*
3.96%
10Y*
5.03%

EUNU.DE

1D
0.14%
1M
-0.19%
YTD
-1.54%
6M
-1.13%
1Y
0.56%
3Y*
3.78%
5Y*
-1.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IHYU.L vs. EUNU.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IHYU.L
iShares USD High Yield Corporate Bond UCITS ETF
0.95%9.51%6.92%10.99%-9.03%3.92%4.74%12.99%-1.50%0.27%
EUNU.DE
iShares Core Global Aggregate Bond UCITS ETF USD (Dist)
-1.55%8.35%-0.35%7.34%-15.61%-3.62%10.00%7.88%-0.32%0.30%

Correlation

The correlation between IHYU.L and EUNU.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

Correlation (3Y)
Calculated over the trailing 3-year period

0.41

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2017

0.23

Over the past year, IHYU.L and EUNU.DE have become more correlated (0.44) than their long-term average of 0.23, meaning their price movements have been converging.

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Return for Risk

IHYU.L vs. EUNU.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IHYU.L
IHYU.L Risk / Return Rank: 6060
Overall Rank
IHYU.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IHYU.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
IHYU.L Omega Ratio Rank: 6262
Omega Ratio Rank
IHYU.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
IHYU.L Martin Ratio Rank: 6666
Martin Ratio Rank

EUNU.DE
EUNU.DE Risk / Return Rank: 66
Overall Rank
EUNU.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
EUNU.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
EUNU.DE Omega Ratio Rank: 66
Omega Ratio Rank
EUNU.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
EUNU.DE Martin Ratio Rank: 66
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IHYU.L vs. EUNU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD High Yield Corporate Bond UCITS ETF (IHYU.L) and iShares Core Global Aggregate Bond UCITS ETF USD (Dist) (EUNU.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


IHYU.LEUNU.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.81

Sortino ratioReturn per unit of downside risk

+2.75

Omega ratioGain probability vs. loss probability

1.37

1.02

+0.35

Calmar ratioReturn relative to maximum drawdown

2.49

0.15

+2.34

Martin ratioReturn relative to average drawdown

12.01

0.37

+11.64

IHYU.L vs. EUNU.DE - Sharpe Ratio Comparison

The current IHYU.L Sharpe Ratio is 1.91, which is higher than the EUNU.DE Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of IHYU.L and EUNU.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IHYU.LEUNU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

0.10

+1.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

-0.16

+0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.17

+0.55

Drawdowns

IHYU.L vs. EUNU.DE - Drawdown Comparison

The maximum IHYU.L drawdown since its inception was -21.83%, smaller than the maximum EUNU.DE drawdown of -24.66%. Use the drawdown chart below to compare losses from any high point for IHYU.L and EUNU.DE.


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Drawdown Indicators


IHYU.LEUNU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.83%

-24.66%

+2.83%

Max Drawdown (1Y)

Largest decline over 1 year

-2.81%

-3.73%

+0.92%

Max Drawdown (3Y)

Largest decline over 3 years

-4.02%

-6.81%

+2.79%

Max Drawdown (5Y)

Largest decline over 5 years

-13.74%

-24.23%

+10.49%

Max Drawdown (10Y)

Largest decline over 10 years

-21.83%

Current Drawdown

Current decline from peak

-0.25%

-7.62%

+7.37%

Average Drawdown

Average peak-to-trough decline

-2.13%

-7.57%

+5.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

1.52%

-0.94%

Volatility

IHYU.L vs. EUNU.DE - Volatility Comparison

The current volatility for iShares USD High Yield Corporate Bond UCITS ETF (IHYU.L) is 1.26%, while iShares Core Global Aggregate Bond UCITS ETF USD (Dist) (EUNU.DE) has a volatility of 1.67%. This indicates that IHYU.L experiences smaller price fluctuations and is considered to be less risky than EUNU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IHYU.LEUNU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

1.67%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

2.89%

4.16%

-1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

3.66%

5.67%

-2.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.65%

7.23%

-0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.77%

6.75%

+1.02%

IHYU.L vs. EUNU.DE - Expense Ratio Comparison

IHYU.L has a 0.50% expense ratio, which is higher than EUNU.DE's 0.10% expense ratio.


Dividends

IHYU.L vs. EUNU.DE - Dividend Comparison

IHYU.L's dividend yield for the trailing twelve months is around 6.24%, more than EUNU.DE's 1.53% yield.


PositionTTM20252024202320222021202020192018201720162015
EUNU.DE
iShares Core Global Aggregate Bond UCITS ETF USD (Dist)
1.53%3.21%4.10%4.25%1.55%2.78%2.49%2.47%2.10%0.00%0.00%0.00%
IHYU.L
iShares USD High Yield Corporate Bond UCITS ETF
6.24%6.14%6.39%5.62%4.81%4.35%4.79%5.42%5.68%5.54%5.61%6.06%

Frequently Asked Questions


IHYU.L and EUNU.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUNU.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUNU.DE is cheaper with a 0.10% expense ratio, compared with 0.50% for IHYU.L.

IHYU.L is categorized as High Yield Bonds, while EUNU.DE is Global Bonds. IHYU.L tracks Markit iBoxx USD Liquid High Yield Capped Index, while EUNU.DE tracks Bloomberg Global Aggregate Bond. Their fees differ too: 0.50% for IHYU.L and 0.10% for EUNU.DE.

Portfolio Optimizer

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